✦ LIBER ✦

Statistical modelling of asymmetric risk in asset returns

✍ Scribed by Knight, J. L.; Satchell, S. E.; Tran, K. C.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling Asymmetric Comovements of Asset

✍ Kroner, K. F.; Ng, V. K. 📂 Article 📅 1998 🏛 Oxford University Press 🌐 English ⚖ 384 KB

Portfolio value-at-risk optimization for

✍ Joel Weiqiang Goh; Kian Guan Lim; Melvyn Sim; Weina Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 508 KB

Ambiguity, Risk, and Asset Returns in Co

✍ Zengjing Chen; Larry Epstein 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

Is Information Risk a Determinant of Ass

✍ David Easley; Soeren Hvidkjaer; Maureen O’Hara 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 512 KB

Statistical inference of the efficient f

✍ Taras Bodnar; Wolfgang Schmid; Taras Zabolotskyy 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 222 KB

Empirical properties of asset returns: s

✍ Cont, R. 📂 Article 📅 2001 🏛 Taylor and Francis Group 🌐 English ⚖ 319 KB